-32.9%
STRL vs IRE
-98.0%
+65.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -33.9% | +20.1% | -5.9% |
| 7D | -34.6% | -57.1% | +22.5% | -21.4% |
| 30D | -56.7% | -84.4% | +27.8% | -36.5% |
| 3M | -54.4% | -85.0% | +30.5% | -34.7% |
| 6M | -69.7% | -95.2% | +25.6% | -51.2% |
| YTD | -20.2% | -93.9% | +73.7% | +8.8% |
| 1Y | -40.6% | -98.8% | +58.3% | +12.6% |
| All | -32.9% | -98.0% | +65.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling